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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu November 24, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111123 1155.00 1158.50 1120.50 1122.50 -30.50 84,219 236,630 -52
Mar12 111123 1164.50 1167.25 1130.00 1131.50 -31.25 20,918 86,169 +1,325
May12 111123 1175.50 1175.75 1138.50 1140.25 -31.75 10,275 78,893 +296
Jul12 111123 1184.25 1185.25 1146.75 1148.25 -32.50 8,435 58,841 +554
Aug12 111123 1161.75 1180.00 1147.25 1147.25 -32.75 102 688 +48
Sep12 111123 1175.00 1175.00 1140.25 1141.00 -31.50 5 419 +2
Nov12 111123 1170.00 1173.00 1136.50 1138.50 -30.50 3,317 49,565 -245
Total Volume and Open Interest 127,495 524,359 +1,994
Soybean Meal(CBOT)
Dec11 111123 291.50 292.20 282.30 282.50 -9.50 39,053 41,722 -5,720
Jan12 111123 292.60 292.90 282.90 282.90 -10.10 26,759 55,668 +5,309
Mar12 111123 295.60 295.60 285.50 285.50 -10.30 11,046 35,679 +1,052
May12 111123 299.00 299.00 288.50 288.50 -10.30 4,029 27,796 +1,004
Jul12 111123 303.00 303.00 292.40 292.40 -10.40 2,418 22,494 +582
Aug12 111123 304.00 304.00 293.50 293.50 -10.30 198 4,308 +22
Sep12 111123 304.00 304.00 293.80 293.80 -10.00 213 4,618 +77
Oct12 111123 300.00 300.00 290.80 290.80 -9.20 87 2,991 +31
Total Volume and Open Interest 84,748 213,138 +2,661
Soybean Oil(CBOT)
Dec11 111123 50.64 50.77 49.14 49.32 -1.46 59,255 58,269 -2,851
Jan12 111123 50.90 51.03 49.40 49.58 -1.45 46,055 94,091 +8,331
Mar12 111123 51.39 51.43 49.81 50.00 -1.43 15,178 61,643 +886
May12 111123 51.70 51.77 50.14 50.32 -1.44 4,804 36,881 +321
Jul12 111123 51.94 52.03 50.42 50.60 -1.46 3,163 26,347 +264
Aug12 111123 50.97 51.11 50.54 50.70 -1.46 226 3,420 +22
Sep12 111123 51.46 51.48 50.56 50.70 -1.48 429 3,961 +25
Oct12 111123 51.37 51.37 50.36 50.55 -1.45 286 4,064 +187
Total Volume and Open Interest 130,598 303,227 +7,445
Canola(WCE)
Jan12 111124 507.0 507.0 499.0 499.8 -6.0 11,873 85,150 -83
Mar12 111124 510.0 510.0 499.5 500.5 -8.8 3,887 35,890 +1,191
May12 111124 512.0 513.3 499.2 500.5 -11.8 2,749 14,313 -313
Jul12 111124 515.7 516.7 499.9 503.7 -13.1 1,300 9,428 +417
Nov12 111124 495.5 495.5 480.7 480.7 -15.7 290 12,618 -5
Total Volume and Open Interest 20,099 157,551 +1,207
Corn(CBOT)
Dec11 111123 600.00 601.25 584.25 588.75 -10.25 167,109 305,962 -15,160
Mar12 111123 607.00 608.00 591.00 595.50 -10.25 114,486 482,991 +2,198
May12 111123 613.50 614.50 597.75 602.50 -9.75 24,981 139,728 +3,329
Jul12 111123 616.50 617.00 601.25 605.75 -10.00 24,544 137,322 +1,055
Sep12 111123 570.25 572.50 560.00 565.00 -4.75 2,919 35,135 +1,040
Dec12 111123 550.50 551.50 537.75 542.25 -6.75 15,465 166,189 +2,128
Total Volume and Open Interest 352,209 1,318,773 -4,096
Wheat(CBOT)
Dec11 111123 594.50 595.50 577.25 579.25 -14.75 27,397 68,713 -5,290
Mar12 111123 603.00 606.50 588.00 594.25 -8.75 29,765 158,344 +2,083
May12 111123 620.75 622.50 605.25 612.00 -9.25 5,475 57,465 -140
Jul12 111123 635.75 636.00 619.50 625.25 -10.00 4,680 61,943 +131
Sep12 111123 649.25 649.25 640.00 645.25 -9.25 585 12,868 +201
Total Volume and Open Interest 70,643 402,458 -2,911
Wheat(KCBT)
Dec11 111123 660.00 664.00 648.00 649.00 -12.00 6,557 25,281 -3,054
Mar12 111123 670.50 673.50 656.00 659.50 -10.50 5,870 66,707 -567
May12 111123 677.75 678.25 664.75 666.75 -11.25 1,143 12,351 -89
Jul12 111123 684.00 686.00 671.50 673.25 -11.25 1,852 34,539 -573
Sep12 111123 700.75 701.00 686.50 687.75 -11.00 331 5,253 +193
Total Volume and Open Interest 16,097 149,611 -3,931
Wheat(MGE)
Dec11 111123 860.25 860.25 832.50 835.75 -24.50 1,518 4,387 -1,228
Mar12 111123 838.75 840.25 813.50 816.50 -20.75 2,847 18,427 -161
May12 111123 816.25 816.25 792.00 793.50 -22.75 420 6,219 +47
Jul12 111123 807.50 807.50 782.50 783.50 -20.00 275 8,043 +41
Sep12 111123 785.00 787.50 770.00 771.25 -8.75 180 3,288 +42
Total Volume and Open Interest 5,395 43,544 -1,216
Oats(CBOT)
Dec11 111123 302.00 302.50 288.75 292.50 -11.00 1,585 4,337 -1,142
Mar12 111123 293.25 297.00 284.75 287.00 -7.50 1,018 11,018 +274
May12 111123 295.00 298.50 290.00 292.00 -6.50 40 1,319 -12
Jul12 111123 299.00 303.50 296.25 297.00 -6.50 16 50 +6
Total Volume and Open Interest 2,685 16,866 -855
Rough Rice(CBOT)
Jan12 111123 14.31 14.58 14.10 14.55 +0.24 448 11,733 +52
Mar12 111123 14.60 14.86 14.40 14.85 +0.25 95 4,611 +27
May12 111123 14.79 15.13 14.69 15.13 +0.25 0 583 +0
Jul12 111123 15.03 15.39 15.03 15.39 +0.24 0 594 +0
Total Volume and Open Interest 546 17,701 +82
Live Cattle(CME)
Dec11 111123 121.285 122.200 120.050 121.400 -0.050 18,995 55,039 -6,237
Feb12 111123 123.200 123.750 121.900 122.750 -0.550 22,960 124,168 -1,587
Apr12 111123 126.885 127.400 125.480 126.350 -0.650 12,674 84,003 +1,140
Jun12 111123 125.750 126.035 124.300 124.600 -1.350 6,260 42,964 +720
Aug12 111123 125.830 125.950 124.900 125.650 -0.680 854 9,017 +103
Oct12 111123 128.400 128.535 127.500 128.050 -0.650 661 5,234 +296
Total Volume and Open Interest 62,531 324,370 -5,484
Feeder Cattle(CME)
Jan12 111123 147.050 147.130 145.630 145.800 -1.235 3,444 17,264 -879
Mar12 111123 148.900 149.035 147.700 148.235 -0.590 1,223 6,291 -60
Apr12 111123 149.850 150.000 148.800 149.235 -0.715 441 2,614 -74
May12 111123 150.150 150.450 149.380 149.485 -0.815 325 2,854 -3
Aug12 111123 151.500 152.000 150.750 151.250 -0.600 235 3,088 -6
Sep12 111123 151.500 152.000 151.130 151.300 -0.700 41 420 +9
Oct12 111123 151.000 152.000 151.000 151.500 -0.300 2 91 +2
Total Volume and Open Interest 5,711 32,622 -1,011
Lean Hogs(CME)
Dec11 111123 87.830 88.150 87.135 88.050 +0.220 7,138 29,972 -1,496
Feb12 111123 91.080 91.680 90.550 91.450 +0.350 13,038 88,108 +1,017
Apr12 111123 93.950 94.080 93.330 93.400 -0.600 4,008 60,237 +455
May12 111123 99.000 99.300 98.180 99.300 unch 60 2,186 +11
Jun12 111123 100.650 100.800 99.850 99.980 -0.770 4,661 39,742 +1,243
Jul12 111123 98.900 99.330 98.300 98.650 -0.485 267 10,092 +86
Aug12 111123 97.450 98.035 96.885 97.330 -0.500 1,464 12,721 +360
Oct12 111123 85.800 86.330 85.400 85.785 -0.215 445 6,448 +194
Total Volume and Open Interest 31,338 252,114 +2,029
Class III Milk(CME)
Nov11 111123 19.11 19.11 19.10 19.11 unch 250 5,739 +4
Dec11 111123 18.23 18.40 17.96 18.13 -0.19 604 6,011 -163
Jan12 111123 17.27 17.33 16.83 16.98 -0.33 559 4,443 +222
Feb12 111123 16.86 16.93 16.67 16.71 -0.12 127 2,959 +33
Mar12 111123 16.77 16.83 16.71 16.77 -0.01 90 2,627 +31
Total Volume and Open Interest 1,901 34,031 +298
Cocoa(ICE)
Dec11 111123 2250 2260 2246 2246 -4 24 192 -24
Mar12 111123 2405 2439 2398 2404 -17 8,611 80,084 +177
May12 111123 2416 2442 2408 2412 -17 1,896 29,439 -184
Jul12 111123 2431 2455 2423 2424 -19 537 14,597 +181
Sep12 111123 2440 2457 2432 2432 -19 201 12,280 +38
Dec12 111123 2457 2457 2443 2445 -19 159 12,819 +47
Mar13 111123 2473 2473 2458 2460 -16 64 3,697 +30
Total Volume and Open Interest 11,541 155,992 +302
Coffee "C"(ICE)
Dec11 111123 231.20 236.60 230.25 231.60 -1.30 694 878 -1,026
Mar12 111123 235.80 240.50 234.75 235.40 -1.50 6,783 56,940 +35
May12 111123 237.20 242.60 237.10 237.65 -1.45 1,614 20,823 +44
Jul12 111123 239.90 244.55 239.25 239.40 -1.55 282 6,228 +38
Sep12 111123 240.60 245.00 239.50 239.95 -1.65 105 5,446 +54
Dec12 111123 241.45 244.85 240.00 240.20 -1.70 16 6,399 -9
Total Volume and Open Interest 9,503 97,793 -869
Orange Juice(ICE)
Jan12 111123 179.80 179.90 174.80 176.85 -2.95 1,136 20,160 +348
Mar12 111123 173.30 173.65 169.75 171.30 -2.25 346 5,492 +160
May12 111123 171.50 171.50 168.90 170.20 -2.25 18 1,688 -1
Jul12 111123 171.50 171.50 169.05 170.20 -2.25 17 407 +16
Sep12 111123 169.60 169.60 169.60 169.60 -2.25 0 53 +0
Nov12 111123 169.25 169.25 169.25 169.25 -2.25 0 8 +0
Total Volume and Open Interest 1,517 27,814 +523
Sugar #11(ICE)
Mar12 111123 23.44 23.52 23.01 23.09 -0.35 29,295 215,480 -967
May12 111123 23.10 23.10 22.68 22.70 -0.32 7,394 85,162 -136
Jul12 111123 22.64 22.77 22.44 22.46 -0.23 3,761 84,098 +543
Oct12 111123 22.98 22.98 22.54 22.56 -0.21 1,381 45,097 +17
Mar13 111123 23.20 23.20 22.93 22.93 -0.21 1,037 31,075 +370
Total Volume and Open Interest 43,200 498,924 -189
London Cocoa(LCE)
Dec11 111124 1516 1523 1510 1518 +2 2,687 68,306 -1,115
Mar12 111124 1541 1555 1538 1545 +1 9,163 62,720 -470
May12 111124 1564 1566 1555 1560 +2 1,467 20,384 +390
Jul12 111124 1573 1578 1571 1576 +2 324 23,674 -8
Sep12 111124 1585 1594 1582 1587 +2 225 16,266 +40
Dec12 111124 1596 1602 1594 1599 +3 99 12,350 -21
Mar13 111124 1609 1609 1609 1609 -2 620 7,329 +518
Total Volume and Open Interest 14,585 213,442 -666
London Sugar(LCE)
Mar12 111124 602.40 605.60 601.00 602.60 -2.80 3,576 22,926 +399
May12 111124 595.00 596.40 592.60 594.60 -1.60 774 6,856 -95
Aug12 111124 587.30 589.70 585.80 587.60 -2.10 912 7,543 +583
Oct12 111124 589.10 590.00 587.70 588.00 -2.90 393 3,203 +87
Dec12 111124 593.00 593.00 592.00 592.00 -3.10 218 1,130 +65
Total Volume and Open Interest 5,875 42,562 +1,040
Cotton(ICE)
Dec11 111123 90.25 91.70 89.22 90.71 +0.76 6,631 2,999 -4,069
Mar12 111123 91.60 91.91 90.10 90.91 -0.21 18,213 91,498 +2,768
May12 111123 92.02 92.20 90.06 90.75 -0.87 4,245 17,214 +217
Jul12 111123 92.60 92.60 90.02 90.57 -1.46 1,619 17,617 +60
Oct12 111123 91.24 91.24 91.24 91.24 -1.89 4 86 -1
Dec12 111123 91.07 91.35 88.85 88.94 -1.75 368 6,529 +47
Total Volume and Open Interest 31,128 137,209 -951
Lumber(CME)
Jan12 111123 242.4 242.4 235.6 236.3 -5.3 452 6,430 -118
Mar12 111123 258.0 259.4 253.4 255.4 -4.4 236 2,260 +67
May12 111123 266.0 266.0 265.0 265.0 -3.9 117 437 +42
Jul12 111123 273.5 274.0 273.5 273.5 -2.5 73 265 +45
Total Volume and Open Interest 893 9,507 +51
Crude Oil(NYM)
Jan12 111123 97.79 97.87 95.35 96.17 -1.84 279,104 339,048 +7,445
Feb12 111123 97.92 97.95 95.54 96.37 -1.82 65,027 82,756 +3,928
Mar12 111123 98.00 98.04 95.74 96.56 -1.80 42,017 95,850 +370
Apr12 111123 97.35 97.51 96.04 96.70 -1.76 20,576 41,215 +1,900
May12 111123 97.42 97.63 96.12 96.78 -1.73 13,734 36,580 +167
Jun12 111123 97.84 97.84 95.96 96.77 -1.70 26,150 74,334 +1,140
Jul12 111123 96.82 97.19 95.98 96.66 -1.67 6,254 35,564 +560
Aug12 111123 96.87 96.91 95.90 96.49 -1.65 4,220 23,697 +361
Sep12 111123 96.15 96.29 96.13 96.29 -1.65 4,471 28,139 +768
Oct12 111123 96.59 96.59 95.58 96.10 -1.64 2,775 25,087 +368
Nov12 111123 95.94 95.94 95.94 95.94 -1.64 2,644 25,655 +80
Dec12 111123 96.92 96.92 95.08 95.77 -1.63 21,426 163,082 -610
Jan13 111123 95.48 95.48 95.48 95.48 -1.61 1,477 29,271 -339
Feb13 111123 95.46 95.46 95.16 95.16 -1.58 480 11,275 +3
Mar13 111123 94.84 94.84 94.84 94.84 -1.55 649 9,482 +334
Apr13 111123 94.54 94.54 94.54 94.54 -1.53 192 5,323 +74
Total Volume and Open Interest 510,015 1,276,616 +16,489
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111123 97.800 97.850 95.325 96.175 -1.825 9,612 1,643 -278
Feb12 111123 97.850 97.850 95.575 96.375 -1.825 307 299 +59
Mar12 111123 97.825 97.825 96.175 96.550 -1.800 74 139 +27
Apr12 111123 96.700 96.700 96.700 96.700 -1.750 0 23 +0
May12 111123 96.775 96.775 96.775 96.775 -1.725 0 6 +0
Jun12 111123 96.775 96.775 96.775 96.775 -1.700 8 19 +0
Jul12 111123 96.650 96.650 96.650 96.650 -1.675 0 4 +0
Aug12 111123 96.500 96.500 96.500 96.500 -1.650 0 5 +0
Total Volume and Open Interest 10,001 2,361 -192
Heating Oil(NYM)
Dec11 111123 303.00 303.00 295.47 295.91 -7.55 43,183 43,938 -6,809
Jan12 111123 303.88 304.06 296.73 297.14 -7.51 61,467 83,775 +2,015
Feb12 111123 303.38 303.80 297.14 297.55 -7.36 25,998 35,781 +1,321
Mar12 111123 301.24 301.59 296.79 297.13 -6.95 12,543 27,676 -665
Apr12 111123 298.28 298.42 294.93 294.99 -6.88 5,702 15,948 -128
May12 111123 294.95 296.19 292.38 292.74 -6.85 5,302 13,184 +353
Jun12 111123 296.00 296.15 291.23 291.62 -6.83 10,873 31,502 +157
Jul12 111123 293.95 294.40 291.59 291.59 -6.83 771 8,205 +171
Aug12 111123 293.95 294.64 291.77 291.77 -6.80 312 4,356 -59
Sep12 111123 295.28 295.28 292.40 292.40 -6.72 438 4,940 -138
Oct12 111123 296.18 296.27 293.22 293.22 -6.68 127 2,360 -4
Nov12 111123 297.12 297.12 294.02 294.02 -6.65 85 1,547 +11
Total Volume and Open Interest 168,706 293,411 -3,717
Gasoline(NYMEX)
Dec11 111123 253.13 254.50 249.70 251.77 -4.41 27,252 39,866 -3,616
Jan12 111123 253.30 255.11 249.95 252.05 -4.45 36,402 84,392 +2,077
Feb12 111123 254.49 255.45 251.11 253.20 -4.16 12,489 27,982 +1,779
Mar12 111123 255.87 257.05 253.03 254.86 -4.02 9,380 27,092 -886
Apr12 111123 271.47 271.47 267.38 269.02 -3.91 6,609 23,081 +357
May12 111123 269.60 269.74 267.85 268.79 -3.95 5,742 16,128 +330
Jun12 111123 267.08 268.39 265.53 266.70 -3.96 5,633 23,961 +1,397
Jul12 111123 264.00 264.50 263.20 264.13 -3.94 383 7,159 +115
Aug12 111123 261.25 261.83 261.11 261.48 -3.91 75 8,168 -29
Sep12 111123 259.25 259.50 258.00 258.76 -3.96 50 6,922 +0
Total Volume and Open Interest 104,765 285,650 +1,612
e-miNY RBOB Gasoline(NYM)
Dec11 111123 251.80 251.80 251.77 251.80 -4.40      
Jan12 111123 252.10 252.10 252.05 252.10 -4.40 0 1 +0
Feb12 111123 253.20 253.20 253.20 253.20 -4.20 0 1 +0
Mar12 111123 254.90 254.90 254.86 254.90 -4.00      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111123 3.408 3.483 3.352 3.460 +0.045 146,589 48,647 -27,058
Jan12 111123 3.552 3.637 3.490 3.608 +0.047 102,997 296,960 +4,791
Feb12 111123 3.580 3.658 3.510 3.632 +0.054 40,588 92,221 +6,909
Mar12 111123 3.564 3.655 3.501 3.628 +0.057 44,161 114,461 +7,031
Apr12 111123 3.581 3.682 3.538 3.660 +0.053 31,092 99,220 -2,405
May12 111123 3.615 3.727 3.585 3.704 +0.051 7,032 44,098 +272
Jun12 111123 3.690 3.770 3.638 3.748 +0.048 6,657 21,460 +1,069
Jul12 111123 3.736 3.820 3.688 3.799 +0.048 3,321 18,712 -178
Aug12 111123 3.727 3.829 3.716 3.825 +0.048 3,147 15,795 -129
Sep12 111123 3.729 3.835 3.715 3.825 +0.048 2,629 12,601 +266
Oct12 111123 3.769 3.871 3.749 3.860 +0.048 10,002 55,116 -705
Nov12 111123 3.944 4.015 3.880 3.992 +0.045 4,270 22,480 +69
Dec12 111123 4.219 4.277 4.158 4.263 +0.038 4,085 23,818 +476
Jan13 111123 4.309 4.405 4.285 4.393 +0.039 3,154 29,229 -624
Feb13 111123 4.282 4.378 4.277 4.378 +0.036 130 6,238 +46
Mar13 111123 4.237 4.328 4.236 4.328 +0.032 298 13,700 +27
Total Volume and Open Interest 411,506 991,623 -9,998
Brent Crude Oil(ICE)
Jan12 111124 107.30 108.09 107.04 107.78 +0.76 215,453 166,536 -15,180
Feb12 111124 106.92 107.60 106.81 107.30 +0.60 88,116 152,704 -4,047
Mar12 111124 106.55 107.22 106.51 106.83 +0.47 49,575 87,934 -4,347
Apr12 111124 106.27 106.93 106.17 106.50 +0.38 25,395 36,711 -671
May12 111124 106.29 106.66 105.94 106.23 +0.33 16,496 22,786 +303
Jun12 111124 105.78 106.51 105.68 105.96 +0.30 32,708 69,632 +1,291
Jul12 111124 105.98 106.27 105.59 105.72 +0.29 5,615 20,388 +336
Aug12 111124 105.70 105.99 105.23 105.43 +0.28 3,324 25,242 +337
Sep12 111124 105.34 105.60 104.84 105.04 +0.27 3,944 29,596 +806
Oct12 111124 104.65 104.68 104.65 104.68 +0.27 1,859 13,003 +242
Nov12 111124 104.34 104.34 104.34 104.34 +0.27 2,086 17,828 -392
Dec12 111124 103.94 104.58 103.66 103.96 +0.27 27,501 98,562 +1,408
Jan13 111124 103.64 103.64 103.64 103.64 +0.26 1,562 9,687 -106
Feb13 111124 103.27 103.27 103.27 103.27 +0.25 332 5,938 +243
Total Volume and Open Interest 489,494 912,569 -20,374
Gas Oil(ICE)
Dec11 111124 941.50 952.75 940.75 949.50 +3.50 80,880 125,631 -172
Jan12 111124 933.75 944.25 933.00 940.75 +2.50 93,907 111,050 +3,798
Feb12 111124 928.75 937.75 927.75 934.75 +2.25 42,532 46,972 -1,447
Mar12 111124 925.00 932.75 923.50 930.00 +1.75 21,783 40,305 +891
Apr12 111124 921.50 928.00 921.00 926.25 +1.50 9,245 22,299 +33
May12 111124 919.25 924.50 917.75 923.50 +1.00 8,240 23,934 +186
Jun12 111124 919.00 925.00 917.75 922.75 +0.50 12,927 52,456 -545
Jul12 111124 921.75 924.75 918.00 924.00 +0.75 3,116 16,815 -33
Aug12 111124 922.25 925.50 919.00 924.75 +0.75 2,162 11,913 -365
Sep12 111124 921.75 925.00 918.25 924.25 +0.50 2,533 12,174 -37
Total Volume and Open Interest 283,959 553,895 +2,279
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111123 2.520 2.525 2.486 2.497 -0.059 136 613 -46
Jan12 111123 2.266 2.270 2.237 2.256 -0.049 763 1,438 -463
Feb12 111123 2.170 2.193 2.157 2.164 -0.045 224 1,154 -65
Mar12 111123 2.167 2.195 2.165 2.174 -0.039 113 1,200 -42
Apr12 111123 2.175 2.185 2.165 2.169 -0.045 157 679 +16
May12 111123 2.171 2.194 2.170 2.178 -0.046 64 786 +33
Jun12 111123 2.178 2.198 2.170 2.196 -0.041 51 630 +33
Total Volume and Open Interest 1,700 10,400 -483
WTI Crude Oil(ICE)
Jan12 111124 95.94 97.30 95.80 97.14 +0.97 78,694 67,525 -461
Feb12 111124 96.17 97.31 96.06 97.29 +0.92 31,809 45,969 -611
Mar12 111124 96.33 97.43 96.33 97.43 +0.87 19,167 32,989 +3,684
Apr12 111124 96.87 97.51 96.87 97.51 +0.81 6,162 19,114 +1,214
May12 111124 97.26 97.55 96.96 97.55 +0.77 4,037 9,786 -208
Jun12 111124 96.89 97.49 96.89 97.49 +0.72 14,879 43,390 +29
Jul12 111124 96.93 97.33 96.93 97.33 +0.67 2,025 9,344 -15
Aug12 111124 96.74 97.11 96.74 97.11 +0.62 1,047 5,923 +29
Sep12 111124 96.76 96.88 96.49 96.88 +0.59 1,438 11,350 +404
Oct12 111124 96.64 96.64 96.64 96.64 +0.54 512 5,063 +230
Nov12 111124 96.43 96.43 96.43 96.43 +0.49 1,277 4,415 +153
Dec12 111124 95.92 96.39 95.92 96.23 +0.46 12,955 61,726 +1,310
Jan13 111124 95.94 95.94 95.94 95.94 +0.46 1,073 3,074 +519
Feb13 111124 95.62 95.62 95.62 95.62 +0.46 0 640 +0
Mar13 111124 95.30 95.30 95.30 95.30 +0.46 0 1,564 +0
Apr13 111124 94.99 94.99 94.99 94.99 +0.45 0 389 +0
Total Volume and Open Interest 179,065 414,152 +5,371
US Dollar Index(ICE)
Dec11 111123 78.330 79.400 78.330 79.350 +0.915 21,501 54,305 +501
Mar12 111123 79.000 79.800 78.975 79.730 +0.915 19 694 +6
Jun12 111123 80.150 80.150 80.150 80.150 +0.915      
Total Volume and Open Interest 21,520 54,999 +507
Australian Dollar(CME)
Dec11 111123 98.12 98.26 96.33 96.52 -1.56 124,679 129,552 -2,835
Mar12 111123 97.24 97.24 95.60 95.61 -1.54 240 1,020 +21
Jun12 111123 95.05 96.46 94.96 94.96 -1.50 0 35 +0
Total Volume and Open Interest 124,919 130,734 -2,814
British Pound(CME)
Dec11 111123 156.39 156.52 154.91 155.05 -1.16 84,107 160,189 +3,316
Mar12 111123 155.91 156.06 154.84 154.91 -1.15 40 380 +3
Jun12 111123 154.78 155.91 154.78 154.78 -1.13 0 3 +0
Total Volume and Open Interest 84,147 160,577 +3,319
Canadian Dollar(CME)
Dec11 111123 96.27 96.33 95.20 95.35 -1.00 72,166 122,655 +1,623
Mar12 111123 96.00 96.20 95.05 95.20 -1.00 611 4,389 +163
Jun12 111123 95.72 96.13 95.03 95.14 -0.99 156 1,214 +82
Sep12 111123 95.35 96.11 95.00 95.11 -1.00 72 743 +29
Total Volume and Open Interest 73,041 129,145 +1,908
Japanese Yen(CME)
Dec11 111123 130.00 130.05 128.94 129.35 -0.62 58,041 148,433 +1,673
Mar12 111123 130.28 130.32 129.52 129.70 -0.62 99 1,056 -7
Jun12 111123 130.11 130.72 130.11 130.11 -0.61 0 25 +0
Total Volume and Open Interest 58,140 149,519 +1,666
Swiss Franc(CME)
Dec11 111123 109.40 109.59 108.47 108.65 -0.70 19,739 29,929 -353
Mar12 111123 109.80 109.80 108.75 108.87 -0.71 17 642 -1
Jun12 111123 109.19 109.90 109.19 109.19 -0.71 0 5 +0
Total Volume and Open Interest 19,756 30,580 -354
EuroFX(CME)
Dec11 111123 135.15 135.31 133.19 133.28 -1.78 272,027 251,748 -1,942
Mar12 111123 135.33 135.45 133.43 133.46 -1.76 1,206 7,245 +398
Jun12 111123 134.10 135.33 133.43 133.60 -1.73 4 977 +4
Total Volume and Open Interest 273,237 259,988 -1,540
Mexican Peso(CME)
Dec11 111123 714.0 715.0 701.2 704.2 -10.8 35,685 72,725 -2,327
Jan12 111123 702.8 713.5 702.8 702.8 -10.8 0 95 +0
Total Volume and Open Interest 35,807 114,768 -2,228
Brazilian Real(CME)
Dec11 111123 536.20 539.90 533.20 538.35 -14.65 427 3,893 -238
Jan12 111123 535.00 535.00 535.00 535.00 -14.60 0 10,149 +0
Feb12 111123 531.60 531.60 531.60 531.60 -14.55      
Mar12 111123 532.30 532.30 528.25 528.25 -14.50 536 568 +534
Total Volume and Open Interest 963 29,941 +296
30-Year T-Bonds(CBOT)
Dec11 111123 144~130 145~140 143~280 145~110 +1~080 315,114 566,437 -49,986
Mar12 111123 144~060 145~080 143~230 145~060 +1~090 79,296 75,396 +50,076
Jun12 111123 144~000 144~000 142~230 144~000 +1~090 1 6 +0
Total Volume and Open Interest 394,411 641,839 +90
10-Year T-Notes(CBOT)
Dec11 111123 130~270 131~095 130~065 131~070 +0~135 770,172 1,396,793 -21,994
Mar12 111123 130~055 130~200 129~280 130~180 +0~140 79,323 98,216 +52,261
Jun12 111123 129~180 129~180 129~040 129~180 +0~140      
Total Volume and Open Interest 849,495 1,495,009 +30,267
5-Year T-Notes(CBOT)
Dec11 111123 123~022 123~040 123~004 123~036 +0~016 434,361 1,204,371 -33,367
Mar12 111123 122~103 122~123 122~087 122~121 +0~019 39,959 50,303 +25,503
Jun12 111123 122~017 122~017 121~126 122~017 +0~019      
Total Volume and Open Interest 474,320 1,254,674 -7,864
2 Year T-Notes(CBOT)
Dec11 111123 110~025 110~027 110~021 110~023 -0~002 264,418 714,765 +3,335
Mar12 111123 110~028 110~031 110~024 110~029 unch 67,214 53,012 +30,115
Jun12 111123 109~125 109~125 109~125 109~125 unch      
Total Volume and Open Interest 331,632 767,777 +33,450
Eurodollars(CME)
Dec11 111123 99.363 99.368 99.342 99.355 -0.010 134,199 1,072,830 +5,566
Mar12 111123 99.210 99.210 99.165 99.180 -0.025 155,241 965,060 +983
Jun12 111123 99.180 99.180 99.135 99.150 -0.025 136,731 1,165,294 -937
Sep12 111123 99.180 99.185 99.135 99.150 -0.030 134,181 760,006 +724
Dec12 111123 99.195 99.200 99.140 99.155 -0.035 110,274 800,142 +769
Mar13 111123 99.205 99.205 99.145 99.160 -0.040 120,186 815,101 +8,800
Jun13 111123 99.190 99.195 99.135 99.150 -0.035 72,986 567,788 -709
Sep13 111123 99.150 99.160 99.110 99.120 -0.025 74,746 453,404 -4,319
Dec13 111123 99.065 99.080 99.035 99.050 -0.010 53,952 476,720 -5,504
Mar14 111123 98.965 98.980 98.930 98.955 unch 45,811 336,957 +58
Jun14 111123 98.815 98.835 98.785 98.820 +0.010 56,161 284,565 -5,507
Sep14 111123 98.655 98.685 98.625 98.670 +0.015 34,112 184,735 -900
Dec14 111123 98.485 98.515 98.455 98.505 +0.020 21,808 173,103 +870
Mar15 111123 98.330 98.360 98.295 98.350 +0.025 12,131 117,271 -364
Jun15 111123 6.440 6.450 6.380 6.440 +0.025 11,130 110,218 -193
Sep15 111123 6.270 6.285 6.205 6.275 +0.025 9,976 79,705 -1,125
Dec15 111123 6.085 6.110 6.025 6.100 +0.030 5,724 47,481 -522
Mar16 111123 5.955 5.970 5.875 5.955 +0.030 6,448 46,837 +153
Total Volume and Open Interest 1,210,618 8,651,679 -1,283
30 Day Federal Funds(CBOT)
Nov11 111123 99.918 99.918 99.915 99.915 unch 353 65,719 -116
Dec11 111123 99.910 99.915 99.905 99.910 unch 3,049 61,636 -445
Jan12 111123 99.895 99.900 99.890 99.895 unch 1,252 59,698 -127
Feb12 111123 99.885 99.890 99.880 99.890 unch 803 46,921 -188
Mar12 111123 99.885 99.890 99.880 99.885 unch 1,281 31,246 +500
Apr12 111123 99.885 99.885 99.875 99.880 unch 585 36,559 +39
Total Volume and Open Interest 15,382 595,736 -1,354
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111123 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111123 99.658 99.658 99.658 99.658 unch 0 300 +0
Jun12 111123 99.660 99.660 99.660 99.660 unch      
Sep12 111123 99.658 99.658 99.658 99.658 unch      
Dec12 111123 99.660 99.660 99.660 99.660 unch      
Mar13 111123 99.660 99.660 99.660 99.660 unch      
Jun13 111123 99.615 99.615 99.615 99.615 unch      
Sep13 111123 99.475 99.475 99.475 99.475 unch      
Dec13 111123 99.335 99.335 99.335 99.335 unch      
Mar14 111123 99.195 99.195 99.195 99.195 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111124 99.67 99.67 99.67 99.67 unch 0 4,432 -13
Mar12 111124 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111124 99.65 99.66 99.65 99.66 unch 0 1,470 +0
Sep12 111124 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111124 99.66 99.66 99.66 99.66 unch 0 171 +0
Mar13 111124 99.66 99.66 99.66 99.66 unch 0 101 +0
Jun13 111124 99.61 99.61 99.61 99.61 unch 156 156 +156
Sep13 111124 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 156 8,981 +143
Japanese Gov't Bonds(SGX)
Dec11 111124 142.96 143.06 142.47 142.52 -0.45 2,786 23,420 -1,004
Mar12 111124 142.35 142.35 141.94 141.94 -0.46 0 30 +0
Jun12 111124 139.85 139.85 139.85 139.85 -0.46      
Total Volume and Open Interest 2,786 23,450 -1,004
Euro-Bund(EUREX)
Dec11 111124 135.42 135.46 134.36 135.05 -0.76 693,893 911,287 +20,997
Mar12 111124 135.56 135.56 134.36 135.09 -0.82 6,496 33,665 +3,161
Jun12 111124 134.85 134.85 134.85 134.85 -0.76 0 18 +0
Total Volume and Open Interest 700,389 944,970 +24,158
Euro-Bobl(EUREX)
Dec11 111124 122.57 122.60 122.04 122.36 -0.44 378,451 756,162 +3,854
Mar12 111124 122.57 122.65 122.19 122.55 -0.47 10,459 27,644 +3,053
Jun12 111124 122.51 122.51 122.51 122.51 -0.44      
Total Volume and Open Interest 388,910 783,806 +6,907
3-Mth Euribor(EUREX)
Dec11 111124 98.585 98.615 98.585 98.615 +0.020 51 1,546 -49
Mar12 111124 98.780 98.780 98.780 98.780 +0.025 90 2,247 -48
Jun12 111124 98.790 98.810 98.790 98.810 +0.010 424 1,232 +179
Total Volume and Open Interest 844 8,454 +178
Long Gilt(LIFFE)
Dec11 111124 130~14 131~05 130~04 130~30 -0~06 203,943 276,059 -24,459
Mar12 111124 114~12 115~07 114~06 114~31 -0~06 56,509 62,430 +34,698
Total Volume and Open Interest 260,452 338,489 +10,239
3-Mth Short Sterling(LIFFE)
Dec11 111124 98.89 98.92 98.88 98.89 unch 21,163 325,834 -7,995
Mar12 111124 98.78 98.82 98.77 98.81 +0.04 41,568 335,051 -15,347
Jun12 111124 98.72 98.79 98.72 98.77 +0.05 30,902 197,728 -4,202
Sep12 111124 98.70 98.76 98.69 98.74 +0.05 43,953 197,594 -11,224
Dec12 111124 98.65 98.72 98.65 98.70 +0.05 36,600 185,286 -10,879
Mar13 111124 98.65 98.71 98.64 98.69 +0.04 31,360 189,840 +94
Total Volume and Open Interest 263,714 1,936,251 -45,207
3-Mth Euribor(LIFFE)
Dec11 111124 98.595 98.650 98.580 98.615 +0.020 139,726 651,073 -27,386
Mar12 111124 98.755 98.835 98.735 98.780 +0.025 93,112 513,653 +12,897
Jun12 111124 98.800 98.870 98.770 98.810 +0.010 61,353 370,232 +2,801
Total Volume and Open Interest 570,368 3,334,330 -19,354
3-Mth Aus T-Bills(SFE)
Dec11 111124 95.54 95.57 95.51 95.54 unch 25,550 197,566 +12,141
Mar12 111124 96.43 96.51 96.39 96.44 +0.01 22,127 203,615 +4,068
Jun12 111124 96.70 96.77 96.67 96.72 +0.02 14,558 152,826 +4,528
Sep12 111124 96.70 96.78 96.67 96.73 +0.03 7,080 97,418 +1,781
Dec12 111124 96.57 96.64 96.54 96.60 +0.03 2,101 57,688 +729
Mar13 111124 96.39 96.46 96.39 96.43 +0.03 2,392 50,360 +1,335
Jun13 111124 96.25 96.31 96.24 96.27 +0.02 1,031 40,289 +364
Sep13 111124 96.13 96.19 96.13 96.15 +0.02 591 20,186 +97
Dec13 111124 96.05 96.09 96.02 96.06 +0.04 5 3,642 -100
Mar14 111124 95.95 96.00 95.94 95.98 +0.06 13 577 -116
Total Volume and Open Interest 75,448 824,224 +24,823
10-Year Aus T-Bonds(SFE)
Dec11 111124 96.07 96.17 96.04 96.11 +0.04 43,806 385,910 +6,791
Mar12 111124 96.11 96.11 96.11 96.11 +0.04      
Total Volume and Open Interest 43,806 385,910 +6,791
3-Year Aus T-Bonds(SFE)
Dec11 111124 96.92 97.03 96.90 96.95 +0.02 134,173 586,518 +22,597
Mar12 111124 96.95 96.95 96.95 96.95 +0.02      
Total Volume and Open Interest 134,173 586,518 +22,597
Gold(CMX)
Dec11 111123 1699.9 1710.8 1677.1 1695.9 -6.5 209,402 166,545 -11,819
Feb12 111123 1703.2 1713.8 1680.1 1698.8 -6.7 27,799 147,747 +6,685
Apr12 111123 1704.2 1715.5 1684.0 1702.0 -6.6 6,395 26,392 +2,660
Jun12 111123 1706.0 1718.4 1687.1 1704.3 -6.5 3,318 21,085 +635
Aug12 111123 1717.5 1717.8 1701.6 1706.5 -6.4 671 11,580 +376
Oct12 111123 1709.3 1709.3 1709.3 1709.3 -6.3 147 7,323 +90
Dec12 111123 1713.5 1725.4 1694.8 1712.2 -6.4 950 18,884 +109
Feb13 111123 1715.1 1715.1 1715.1 1715.1 -6.3 43 3,417 +2
Apr13 111123 1718.1 1718.1 1718.1 1718.1 -6.2 0 669 +0
Jun13 111123 1728.0 1728.0 1722.1 1722.1 -6.0 238 10,968 +236
Aug13 111123 1725.9 1725.9 1725.9 1725.9 -5.9 0 45 +0
Total Volume and Open Interest 249,611 460,387 -814
Silver(CMX)
Dec11 111123 3278.5 3287.0 3122.0 3188.4 -106.7 53,532 33,585 +997
Mar12 111123 3282.0 3292.5 3131.0 3196.4 -106.7 13,631 40,472 +3,231
May12 111123 3278.0 3298.0 3140.0 3200.2 -106.7 521 5,131 +112
Jul12 111123 3274.0 3274.0 3193.5 3203.7 -106.7 137 2,732 -79
Sep12 111123 3206.7 3206.7 3206.6 3206.7 -106.6 23 1,912 +2
Dec12 111123 3202.0 3220.5 3164.5 3210.5 -106.5 258 13,953 +30
Mar13 111123 3207.1 3207.1 3207.1 3207.1 -106.4 2 1,098 +0
Total Volume and Open Interest 68,803 114,020 +4,405
Platinum(NYMEX)
Jan12 111123 1574.2 1574.7 1539.2 1558.3 -12.7 7,686 33,804 -49
Apr12 111123 1569.5 1570.0 1547.0 1562.6 -12.6 189 4,701 +112
Jul12 111123 1557.2 1565.9 1551.8 1565.9 -13.1 22 341 +17
Oct12 111123 1569.7 1569.7 1569.7 1569.7 -13.1 1 56 +0
Total Volume and Open Interest 7,898 38,904 +80
Palladium(NYMEX)
Dec11 111123 605.20 608.80 580.65 589.85 -11.30 5,455 10,044 -1,130
Mar12 111123 607.60 607.60 582.80 592.30 -11.10 1,873 9,954 +1,209
Jun12 111123 591.00 593.60 590.95 593.60 -11.05 20 164 +20
Total Volume and Open Interest 7,348 20,164 +95
Copper(CMX)
Dec11 111123 331.00 336.70 323.40 327.90 -5.40 46,115 27,209 -2,829
Mar12 111123 332.60 338.10 324.80 329.25 -5.55 13,417 62,218 +1,765
May12 111123 339.20 339.20 326.25 330.35 -5.60 337 16,359 +70
Jul12 111123 327.50 331.25 327.00 331.20 -5.55 225 5,805 +43
Sep12 111123 327.65 331.60 327.65 331.60 -5.60 49 2,276 -2
Total Volume and Open Interest 61,335 125,477 -1,439
DJIA Index(CBOT)
Dec11 111123 11407 11407 11225 11234 -213 465 17,350 -119
Mar12 111123 11164 11377 11164 11164 -213 0 408 +0
Jun12 111123 11097 11310 11097 11097 -213 0 400 +0
Sep12 111123 11034 11247 11034 11034 -213      
Total Volume and Open Interest 465 18,158 -119
E-mini DJIA Index(CBOT)
Dec11 111123 11450 11467 11215 11234 -213 153,397 88,452 +890
Mar12 111123 11365 11375 11149 11164 -213 335 689 +251
Jun12 111123 11097 11097 11097 11097 -213 0 6 +0
Sep12 111123 11034 11034 11034 11034 -213 0 13 +0
Total Volume and Open Interest 153,732 89,160 +1,141
S & P 500(CME)
Dec11 111123 1182.60 1185.00 1159.00 1159.90 -22.90 16,753 276,584 +3,010
Mar12 111123 1169.50 1169.50 1153.00 1154.00 -22.90 947 17,757 +512
Jun12 111123 1156.00 1157.70 1147.70 1148.90 -22.80 107 1,729 +20
Sep12 111123 1155.00 1155.00 1142.40 1143.60 -22.80 0 4 +0
Total Volume and Open Interest 17,807 296,174 +3,542
S & P 500 E-Mini(Globex)
Dec11 111123 1182.75 1185.00 1158.50 1160.00 -22.75 2,401,770 2,949,110 +905
Mar12 111123 1177.00 1180.00 1152.50 1154.00 -23.00 6,387 49,112 +2,214
Total Volume and Open Interest 2,408,168 2,999,920 +3,120
NASDAQ 100(CME)
Dec11 111123 2208.00 2215.50 2160.00 2161.00 -53.30 1,119 30,953 -343
Mar12 111123 2156.80 2160.00 2156.80 2156.80 -53.20 0 110 +0
Jun12 111123 2153.80 2157.00 2153.80 2153.80 -53.20      
Total Volume and Open Interest 1,119 31,063 -343
NASDAQ 100 E-Mini(Globex)
Dec11 111123 2214.00 2216.80 2161.00 2161.00 -53.30 300,992 324,872 -3,069
Mar12 111123 2204.00 2214.80 2156.80 2156.80 -53.20 89 1,193 +7
Total Volume and Open Interest 301,081 326,079 -3,062
S & P Midcap 400(CME)
Dec11 111123 813.00 819.00 813.00 814.90 -20.70 0 5,683 +0
Mar12 111123 812.50 812.50 811.10 812.50 -20.70      
Jun12 111123 810.50 810.50 809.10 810.50 -20.70      
Total Volume and Open Interest 0 5,683 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111123 8270 8295 8140 8155 -110 5,373 30,752 +228
Mar12 111123 8195 8195 8155 8155 -110 22 62 +5
Total Volume and Open Interest 5,395 30,814 +233
Nikkei 225(SGX)
Dec11 111124 8165 8200 8115 8140 -175 59,627 233,183 -1,418
Mar12 111124 8160 8165 8130 8130 -175 105 18,867 +68
Jun12 111124 8055 8055 8055 8055 -175 1 19 +0
Total Volume and Open Interest 59,741 257,792 -1,350
CAC 40(EURONEXT)
Dec11 111124 2830.5 2875.0 2801.0 2819.0 +1.0 86,674 251,971 +3,487
Jan12 111124 2823.5 2865.0 2810.0 2814.5 +1.5 71 4,161 +35
Feb12 111124 2814.5 2814.5 2814.5 2814.5 +1.0      
Total Volume and Open Interest 86,748 256,144 +3,522
Hang Seng Index(HKFE)
Nov11 111124 17665 17995 17607 17868 +65 89,758 83,135 +1,851
Dec11 111124 17614 17980 17600 17855 +65 4,401 15,262 +1,359
Total Volume and Open Interest 94,271 100,725 +3,231
DAX(EUREX)
Dec11 111124 5494.0 5567.0 5400.5 5441.0 -38.5 182,786 166,742 -687
Mar12 111124 5505.5 5575.0 5418.0 5450.5 -39.0 526 7,694 -20
Jun12 111124 5584.0 5591.0 5457.5 5468.0 -39.5 46 2,527 +14
Total Volume and Open Interest 183,358 176,963 -693
FT-SE 100(EURONEXT)
Dec11 111124 5128.00 5184.00 5095.00 5136.50 -13.00 110,067 629,639 +1,130
Mar12 111124 5112.00 5140.00 5062.00 5101.00 -13.00 7,104 13,919 +5,575
Jun12 111124 5070.50 5070.50 5064.00 5064.00 -13.00 10 520 -10
Total Volume and Open Interest 117,181 644,078 +6,695
SPI 200(SFE)
Dec11 111124 4063.0 4089.0 4038.0 4048.0 -16.0 39,336 202,952 +2,214
Mar12 111124 4019.0 4057.0 4019.0 4027.0 -16.0 246 3,368 +199
Jun12 111124 4033.0 4033.0 4033.0 4033.0 -15.0 265 1,656 +234
Total Volume and Open Interest 39,847 209,216 +2,643
GSCI(CME)
Dec11 111123 636.00 648.05 635.00 638.00 -10.00 205 8,086 -38
Jan12 111123 636.00 648.05 635.00 638.00 -10.00      
Feb12 111123 638.00 648.55 635.25 638.00 -10.50      
Total Volume and Open Interest 205 8,086 -38
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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